Magdalena Pisa

Personal Details

First Name:	Magdalena
Middle Name:
Last Name:	Pisa
Suffix:
RePEc Short-ID:	ppi298
	[This author has chosen not to make the email address public]
	https://www.whu.edu/en/faculty-research/faculty/assistant-professors/magdalena-pisa/
	WHU – Otto Beisheim School of Management Burgplatz 2 D-56179 Vallendar

Affiliation

Wissenschaftliche Hochschule für Unternehmensführung (WHU)

Vallendar, Germany
http://www.whu.edu/
RePEc:edi:whukode (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.

   Cited by:

   1. Rose Kenney & Gianni La Cava & David Rodgers, 2016. "Why Do Companies Fail?," RBA Research Discussion Papers rdp2016-09, Reserve Bank of Australia.
   2. Azizpour, S & Giesecke, K. & Schwenkler, G., 2018. "Exploring the sources of default clustering," Journal of Financial Economics, Elsevier, vol. 129(1), pages 154-183.
   3. Xiaolu Hu & Haoyi Luo & Zijin Xu & Jiang Li, 2021. "Intra‐industry spill‐over effect of default: Evidence from the Chinese bond market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4703-4740, September.

2. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2012. "Modeling default correlation in a US retail loan portfolio," CEPR Discussion Papers 9205, C.E.P.R. Discussion Papers.
   • Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," LSF Research Working Paper Series 12-19, Luxembourg School of Finance, University of Luxembourg.

   Cited by:

   1. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.
   2. Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
      • Juselius, Mikael & Tarashev, Nikola A., 2020. "Forecasting expected and unexpected losses," Bank of Finland Research Discussion Papers 18/2020, Bank of Finland.
   3. Juselius, Mikael & Tarashev, Nikola A., 2022. "When uncertainty decouples expected and unexpected losses," Bank of Finland Research Discussion Papers 4/2022, Bank of Finland.
      • Mikael Juselius & Nikola Tarashev, 2022. "When uncertainty decouples expected and unexpected losses," BIS Working Papers 995, Bank for International Settlements.
   4. Düllmann, Klaus & Koziol, Philipp, 2013. "Evaluation of minimum capital requirements for bank loans to SMEs," Discussion Papers 22/2013, Deutsche Bundesbank.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-RMG: Risk Management (4) 2012-11-17 2013-12-15 2015-10-25 2015-10-25
2. NEP-BAN: Banking (2) 2012-11-17 2013-12-15
3. NEP-BEC: Business Economics (1) 2015-10-25
4. NEP-FMK: Financial Markets (1) 2015-10-25
5. NEP-IAS: Insurance Economics (1) 2016-10-30
6. NEP-IND: Industrial Organization (1) 2015-10-25
7. NEP-MAC: Macroeconomics (1) 2016-10-30

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